股市异常表现的早期指标

IF 1.5 4区 经济学 Q3 BUSINESS, FINANCE Quantitative Finance Pub Date : 2024-01-10 DOI:10.1080/14697688.2023.2281529
Marlon Fritz, Thomas Gries, Lukas Wiechers
{"title":"股市异常表现的早期指标","authors":"Marlon Fritz, Thomas Gries, Lukas Wiechers","doi":"10.1080/14697688.2023.2281529","DOIUrl":null,"url":null,"abstract":"We propose an indicator for detecting anomalous stock market valuation in real time such that market participants receive timely signals so as to be able to take stabilizing action. Unlike existing...","PeriodicalId":20747,"journal":{"name":"Quantitative Finance","volume":"52 1","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2024-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"An early indicator for anomalous stock market performance\",\"authors\":\"Marlon Fritz, Thomas Gries, Lukas Wiechers\",\"doi\":\"10.1080/14697688.2023.2281529\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We propose an indicator for detecting anomalous stock market valuation in real time such that market participants receive timely signals so as to be able to take stabilizing action. Unlike existing...\",\"PeriodicalId\":20747,\"journal\":{\"name\":\"Quantitative Finance\",\"volume\":\"52 1\",\"pages\":\"\"},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2024-01-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Quantitative Finance\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/14697688.2023.2281529\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Quantitative Finance","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/14697688.2023.2281529","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 0

摘要

我们提出了一种实时检测股市异常估值的指标,以便市场参与者及时收到信号,从而采取稳定行动。不同于现有的...
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
An early indicator for anomalous stock market performance
We propose an indicator for detecting anomalous stock market valuation in real time such that market participants receive timely signals so as to be able to take stabilizing action. Unlike existing...
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Quantitative Finance
Quantitative Finance 社会科学-数学跨学科应用
CiteScore
3.20
自引率
7.70%
发文量
102
审稿时长
4-8 weeks
期刊介绍: The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.
期刊最新文献
Higher order approximation of option prices in Barndorff-Nielsen and Shephard models DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. Efficient option pricing in the rough Heston model using weak simulation schemes GDP-linked bonds as a new asset class Neural network empowered liquidity pricing in a two-price economy under conic finance settings
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1